Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes |
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Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (English)
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17 March 2009
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bootstrap
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functional tests
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GARCH model
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goodness of fit
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